Cargando…
Lévy processes and stochastic calculus /
For the first time in a book, Applebaum ties Lévy processes and stochastic calculus together. All the tools needed for the stochastic approach to option pricing, including Itô's formula, Girsanov's theorem and the martingale representation theorem are described.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge, UK :
Cambridge University Press,
2004.
|
| Colección: | Cambridge studies in advanced mathematics ;
93. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a2200000 a 4500 | ||
|---|---|---|---|
| 001 | EBSCO_ocn144618478 | ||
| 003 | OCoLC | ||
| 005 | 20231017213018.0 | ||
| 006 | m o d | ||
| 007 | cr cn||||||||| | ||
| 008 | 031208s2004 enk ob 001 0 eng d | ||
| 040 | |a COCUF |b eng |e pn |c COCUF |d YDXCP |d OCLCG |d OCLCQ |d N$T |d AU@ |d OCLCQ |d DKDLA |d MERUC |d CCO |d E7B |d IDEBK |d OCLCQ |d DEBSZ |d COO |d OCLCO |d OCLCQ |d AUD |d EUX |d OCLCF |d OCLCQ |d EBLCP |d OCLCQ |d AZK |d CNNLC |d LOA |d CNNOR |d PIFBR |d ZCU |d OCLCQ |d U3W |d STF |d BRL |d WRM |d OCLCQ |d NRAMU |d CRU |d ICG |d VTS |d OCLCQ |d INT |d VT2 |d OCLCQ |d WYU |d G3B |d TKN |d OCLCQ |d DKC |d OCLCQ |d OL$ |d OCLCQ |d AJS |d UKAHL |d OCLCO |d OCLCQ |d INARC | ||
| 019 | |a 70891290 |a 150383481 |a 171139007 |a 271590301 |a 478444456 |a 488329899 |a 560239667 |a 647520272 |a 776951310 |a 888696256 |a 961660455 |a 962569094 |a 1037493368 | ||
| 020 | |a 0511211198 | ||
| 020 | |a 9780511211195 | ||
| 020 | |a 0521832632 | ||
| 020 | |a 9780521832632 | ||
| 020 | |a 0511216564 |q (electronic bk.) | ||
| 020 | |a 9780511216565 |q (electronic bk.) | ||
| 020 | |a 0511212968 | ||
| 020 | |a 9780511212963 | ||
| 020 | |a 0511214774 |q (electronic bk.) | ||
| 020 | |a 9780511214776 |q (electronic bk.) | ||
| 020 | |a 9780511755323 |q (ebook) | ||
| 020 | |a 0511755325 |q (ebook) | ||
| 029 | 1 | |a AU@ |b 000042841762 | |
| 029 | 1 | |a AU@ |b 000053019180 | |
| 029 | 1 | |a AU@ |b 000053243413 | |
| 029 | 1 | |a AU@ |b 000062568349 | |
| 029 | 1 | |a DEBBG |b BV044083810 | |
| 029 | 1 | |a DEBSZ |b 379298406 | |
| 029 | 1 | |a DEBSZ |b 445552530 | |
| 029 | 1 | |a DKDLA |b 820010-katalog:ssj0000191672 | |
| 029 | 1 | |a NZ1 |b 12046603 | |
| 029 | 1 | |a NZ1 |b 12231606 | |
| 035 | |a (OCoLC)144618478 |z (OCoLC)70891290 |z (OCoLC)150383481 |z (OCoLC)171139007 |z (OCoLC)271590301 |z (OCoLC)478444456 |z (OCoLC)488329899 |z (OCoLC)560239667 |z (OCoLC)647520272 |z (OCoLC)776951310 |z (OCoLC)888696256 |z (OCoLC)961660455 |z (OCoLC)962569094 |z (OCoLC)1037493368 | ||
| 050 | 4 | |a QA274.73 |b .A67 2004eb | |
| 072 | 7 | |a MAT |x 029000 |2 bisacsh | |
| 082 | 0 | 4 | |a 519.2/2 |2 22 |
| 049 | |a UAMI | ||
| 100 | 1 | |a Applebaum, David, |d 1956- | |
| 245 | 1 | 0 | |a Lévy processes and stochastic calculus / |c David Applebaum. |
| 260 | |a Cambridge, UK : |b Cambridge University Press, |c 2004. | ||
| 300 | |a 1 online resource (xxiv, 384 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a data file | ||
| 490 | 1 | |a Cambridge studies in advanced mathematics ; |v 93 | |
| 504 | |a Includes bibliographical references (pages 360-374) and indexes. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; Preface; Overview; Notation; 1 Lévy processes; 2 Martingales, stopping times and random measures; 3 Markov processes, semigroups and generators; 4 Stochastic integration; 5 Exponential martingales, change of measure and financial applications; 6 Stochastic differential equations; References; Index of notation; Subject index. | |
| 520 | |a For the first time in a book, Applebaum ties Lévy processes and stochastic calculus together. All the tools needed for the stochastic approach to option pricing, including Itô's formula, Girsanov's theorem and the martingale representation theorem are described. | ||
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Lévy processes. | |
| 650 | 0 | |a Stochastic analysis. | |
| 650 | 6 | |a Lévy, Processus de. | |
| 650 | 6 | |a Analyse stochastique. | |
| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x General. |2 bisacsh | |
| 650 | 7 | |a Lévy processes. |2 fast |0 (OCoLC)fst01004416 | |
| 650 | 7 | |a Stochastic analysis. |2 fast |0 (OCoLC)fst01133499 | |
| 650 | 1 | 7 | |a Stochastische analyse. |2 gtt |
| 776 | 0 | 8 | |i Print version: |a Applebaum, David, 1956- |t Lévy processes and stochastic calculus. |d Cambridge, UK : Cambridge University Press, 2004 |w (DLC) 2003063882 |
| 830 | 0 | |a Cambridge studies in advanced mathematics ; |v 93. | |
| 856 | 4 | 0 | |u https://ebsco.uam.elogim.com/login.aspx?direct=true&scope=site&db=nlebk&AN=164306 |z Texto completo |
| 936 | |a BATCHLOAD | ||
| 938 | |a Internet Archive |b INAR |n levyprocessessto0000appl | ||
| 938 | |a Askews and Holts Library Services |b ASKH |n AH13431606 | ||
| 938 | |a EBL - Ebook Library |b EBLB |n EBL266596 | ||
| 938 | |a ebrary |b EBRY |n ebr10131720 | ||
| 938 | |a EBSCOhost |b EBSC |n 164306 | ||
| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n 54040 | ||
| 938 | |a YBP Library Services |b YANK |n 2619567 | ||
| 938 | |a YBP Library Services |b YANK |n 2462708 | ||
| 938 | |a YBP Library Services |b YANK |n 3583816 | ||
| 938 | |a YBP Library Services |b YANK |n 2592132 | ||
| 994 | |a 92 |b IZTAP | ||